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XZEC.DE vs. LFOD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XZEC.DE vs. LFOD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE). The values are adjusted to include any dividend payments, if applicable.

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XZEC.DE vs. LFOD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XZEC.DE
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF
-1.24%1.95%3.52%16.28%-16.49%0.39%
LFOD.DE
Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc
-1.12%6.07%-3.94%-1.97%-13.19%9.07%

Returns By Period

In the year-to-date period, XZEC.DE achieves a -1.24% return, which is significantly lower than LFOD.DE's -1.12% return.


XZEC.DE

1D
-0.11%
1M
-3.31%
YTD
-1.24%
6M
2.08%
1Y
5.27%
3Y*
0.69%
5Y*
10Y*

LFOD.DE

1D
0.69%
1M
-6.23%
YTD
-1.12%
6M
2.90%
1Y
-0.81%
3Y*
-2.54%
5Y*
0.86%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XZEC.DE vs. LFOD.DE - Expense Ratio Comparison

XZEC.DE has a 0.17% expense ratio, which is lower than LFOD.DE's 0.30% expense ratio.


Return for Risk

XZEC.DE vs. LFOD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XZEC.DE
XZEC.DE Risk / Return Rank: 2121
Overall Rank
XZEC.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XZEC.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XZEC.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XZEC.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XZEC.DE Martin Ratio Rank: 2222
Martin Ratio Rank

LFOD.DE
LFOD.DE Risk / Return Rank: 99
Overall Rank
LFOD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LFOD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
LFOD.DE Omega Ratio Rank: 99
Omega Ratio Rank
LFOD.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
LFOD.DE Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XZEC.DE vs. LFOD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XZEC.DELFOD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.31

-0.06

+0.37

Sortino ratio

Return per unit of downside risk

0.54

0.01

+0.53

Omega ratio

Gain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratio

Return relative to maximum drawdown

0.85

-0.16

+1.01

Martin ratio

Return relative to average drawdown

2.05

-0.36

+2.41

XZEC.DE vs. LFOD.DE - Sharpe Ratio Comparison

The current XZEC.DE Sharpe Ratio is 0.31, which is higher than the LFOD.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of XZEC.DE and LFOD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XZEC.DELFOD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

-0.06

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.42

-0.41

Correlation

The correlation between XZEC.DE and LFOD.DE is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XZEC.DE vs. LFOD.DE - Dividend Comparison

Neither XZEC.DE nor LFOD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XZEC.DE vs. LFOD.DE - Drawdown Comparison

The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum LFOD.DE drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and LFOD.DE.


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Drawdown Indicators


XZEC.DELFOD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-41.53%

+11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-11.84%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-21.91%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

Current Drawdown

Current decline from peak

-8.98%

-15.65%

+6.67%

Average Drawdown

Average peak-to-trough decline

-10.35%

-7.98%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.69%

5.31%

-0.62%

Volatility

XZEC.DE vs. LFOD.DE - Volatility Comparison

Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and Lyxor STOXX Europe 600 Food & Beverage UCITS ETF Acc (LFOD.DE) have volatilities of 5.01% and 5.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEC.DELFOD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

5.05%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

10.04%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

13.75%

+3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

13.19%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.04%

14.15%

+5.89%